+301.6%
CHTR vs LH
+395.4%
-93.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.4% | +9.4% | +6.7% |
| 7D | -7.1% | -7.4% | +0.3% | -4.4% |
| 30D | -10.9% | -4.6% | -6.3% | -9.3% |
| 3M | +2.0% | +14.5% | -12.5% | -3.5% |
| 6M | -35.9% | +14.8% | -50.7% | -39.5% |
| YTD | -32.7% | +23.3% | -55.9% | -38.3% |
| 1Y | -46.6% | +13.6% | -60.2% | -49.7% |
| 3Y | -66.7% | +56.3% | -123.1% | -72.7% |
| 5Y | -82.1% | +25.2% | -107.3% | -84.3% |
| 10Y | -46.8% | +179.1% | -225.9% | -67.7% |
| All | +301.6% | +395.4% | -93.8% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling